Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints (Q6090959)
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scientific article; zbMATH DE number 7768494
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints |
scientific article; zbMATH DE number 7768494 |
Statements
Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints (English)
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21 November 2023
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closed constraints
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consumption-investment problem
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Epstein-Zin utility
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quadratic BSDE
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